US OPRA Options Contracts Security Master

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US OPRA Options Contracts Security Master
Production
·

Data Class

Options

Data Type

Reference

Delivery Method

CSV, SQL

Vendor

algoseek

Region

US

Documentation

Open Link

US OPRA Options Contracts Security Master dataset covers all the listed and delisted OPRA options, which include options on stocks, ETFs, ETNs, Indexes, etc., from 2007 to present. It includes key fields such as option root tickers, underlying tickers, contract tickers, option type, strike price, trade dates, and expiration. It also captures settlement details, including deliverable components, cash amounts, and settlement methods for non-standard options (currently, such information is available from 2018).

Browse by tags:

Reference Data Security Master Contracts Option Contracts Expiration Data Strike Prices Option Types Settlement Details
Dataset Info
Algoseek Dataset ID
US5016
Data Class
Options
Dataset Name ID
opt_contr_sec_master
Data Format
Reference
Version
1.0
Time Granularity
Event
Region
US
Data Type
Reference
Universe
All equity options contracts from US exchanges
Update Frequencies
End of day
Historical Info
Start Date
2007-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
750 MB
Annual Size
750 MB / year
Update Size
622 MB
Introductory Demo Info
Start Date
01/01/2023
End Date
03/31/2023
Access Methods
SQL
Description
Three months of data (Jan. - March 2023) for the full universe of symbols

Included in Data Research Packages:

Multi-Asset Historical Research Package

$5,000 /month

No Exchange Fees